Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-07-27 0.749011 0.861667 0.994973 1.167038 1.387382 1.666177 2.056184
2025-08-03 0.647137 0.792616 0.982803 1.259312 1.669571 2.291612 3.393669
2025-08-10 0.549066 0.699991 0.910693 1.243717 1.796180 2.770807 4.938634
2025-08-17 0.467000 0.611105 0.821266 1.173264 1.807132 3.068635 6.516483
2025-08-24 0.416233 0.557296 0.771192 1.149142 1.885960 3.548032 9.348533
2025-08-31 0.398908 0.549278 0.788611 1.241758 2.226121 4.902782 19.490873
2025-09-07 0.367330 0.514434 0.755639 1.232809 2.347179 5.823356 34.736156
2025-09-14 0.338008 0.479474 0.716773 1.202616 2.406042 6.639853 63.642089
2025-09-21 0.316023 0.453969 0.690640 1.192342 2.514145 7.840557 163.695236
2025-09-28 0.294253 0.426602 0.657479 1.159827 2.548103 8.811303 546.374477
2025-10-05 0.290312 0.428915 0.679182 1.254753 3.023502 13.591739 NaN
2025-10-12 0.293537 0.443854 0.727202 1.427361 3.922045 28.206226 NaN
2025-10-19 0.280537 0.429597 0.717339 1.458170 4.348338 45.705611 NaN
2025-10-26 0.267589 0.414271 0.703359 1.475439 4.755196 79.096668 NaN
2025-11-02 0.249536 0.387900 0.662732 1.407063 4.677003 97.076326 NaN
2025-11-09 0.230525 0.358462 0.612733 1.302130 4.338736 91.748503 NaN
2025-11-16 0.218114 0.340763 0.586736 1.264624 4.373045 126.210569 NaN
2025-11-23 0.216283 0.343066 0.604899 1.366687 5.386719 1025.299485 NaN
2025-11-30 0.207238 0.330613 0.588280 1.353995 5.636722 9731.314530 NaN
2025-12-07 0.197598 0.316356 0.566109 1.318222 5.685481 NaN NaN
2025-12-14 0.190070 0.305819 0.551631 1.305931 5.931393 NaN NaN
2025-12-21 0.181736 0.293179 0.531079 1.268502 5.928041 NaN NaN
2025-12-28 0.181549 0.296891 0.549861 1.377113 7.562851 NaN NaN